Var Models in Macroeconomics - New Developments and Applications: Essays in Honor of Christopher A. Sims - Advances in Econometrics
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9781781907528, 9781781907535

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Nonparametric Vector Autoregressions: Specification, Estimation, and Inference

Var Models in Macroeconomics - New Developments and Applications: Essays in Honor of Christopher A. Sims - Advances in Econometrics ◽

10.1108/s0731-905320130000031009 ◽

2014 ◽

pp. 327-359

Author(s):

Ivan Jeliazkov

Keyword(s):

Vector Autoregressions

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Thresholds and Smooth Transitions in Vector Autoregressive Models

Var Models in Macroeconomics - New Developments and Applications: Essays in Honor of Christopher A. Sims - Advances in Econometrics ◽

10.1108/s0731-905320130000031008 ◽

2014 ◽

pp. 273-326

Author(s):

Kirstin Hubrich ◽

Timo Teräsvirta

Keyword(s):

Autoregressive Models ◽

Vector Autoregressive Models ◽

Vector Autoregressive ◽

Smooth Transitions

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Panel Vector Autoregressive Models: A Survey

Var Models in Macroeconomics - New Developments and Applications: Essays in Honor of Christopher A. Sims - Advances in Econometrics ◽

10.1108/s0731-905320130000031006 ◽

2014 ◽

pp. 205-246 ◽

Cited By ~ 2

Author(s):

Fabio Canova ◽

Matteo Ciccarelli

Keyword(s):

Autoregressive Models ◽

Vector Autoregressive Models ◽

Vector Autoregressive

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List of Contributors

Var Models in Macroeconomics - New Developments and Applications: Essays in Honor of Christopher A. Sims - Advances in Econometrics ◽

10.1108/s0731-905320130000031017 ◽

2014 ◽

pp. xi-xiii

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Dedication

Var Models in Macroeconomics - New Developments and Applications: Essays in Honor of Christopher A. Sims - Advances in Econometrics ◽

10.1108/s0731-905320130000031016 ◽

2014 ◽

pp. vii-ix

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Advances in Econometrics

Var Models in Macroeconomics - New Developments and Applications: Essays in Honor of Christopher A. Sims - Advances in Econometrics ◽

10.1108/s0731-905320130000031013 ◽

2014 ◽

pp. ii-ii

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Mixed-Frequency Vector Autoregressive Models

Var Models in Macroeconomics - New Developments and Applications: Essays in Honor of Christopher A. Sims - Advances in Econometrics ◽

10.1108/s0731-905320130000031007 ◽

2014 ◽

pp. 247-272 ◽

Cited By ~ 2

Author(s):

Claudia Foroni ◽

Eric Ghysels ◽

Massimiliano Marcellino

Keyword(s):

Autoregressive Models ◽

Frequency Vector ◽

Vector Autoregressive Models ◽

Vector Autoregressive ◽

Mixed Frequency

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Unit Roots, Cointegration, and Pretesting in Var Models

Var Models in Macroeconomics - New Developments and Applications: Essays in Honor of Christopher A. Sims - Advances in Econometrics ◽

10.1108/s0731-905320130000031003 ◽

2014 ◽

pp. 81-115 ◽

Cited By ~ 1

Author(s):

Nikolay Gospodinov ◽

Ana María Herrera ◽

Elena Pesavento

Keyword(s):

Unit Roots ◽

Var Models

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